Meta Platforms Stock Alpha and Beta Analysis
| META Stock | USD 569.20 4.34 0.76% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Meta Platforms. It also helps investors analyze the systematic and unsystematic risks associated with investing in Meta Platforms over a specified time horizon. Remember, high Meta Platforms' alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Meta Platforms' market risk premium analysis include:
Beta 0.69 | Alpha 0.0647 | Risk 1.52 | Sharpe Ratio 0.1 | Expected Return 0.15 |
Meta Platforms Quarterly Cash And Equivalents |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
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Meta Platforms Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Meta Platforms market risk premium is the additional return an investor will receive from holding Meta Platforms long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Meta Platforms. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Meta Platforms' performance over market.| α | 0.06 | β | 0.69 |
Meta Platforms expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Meta Platforms' Buy-and-hold return. Our buy-and-hold chart shows how Meta Platforms performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Meta Platforms Market Price Analysis
Market price analysis indicators help investors to evaluate how Meta Platforms stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Meta Platforms shares will generate the highest return on investment. By understating and applying Meta Platforms stock market price indicators, traders can identify Meta Platforms position entry and exit signals to maximize returns.
Meta Platforms Return and Market Media
The median price of Meta Platforms for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 567.78 with a coefficient of variation of 4.88. The daily time series for the period is distributed with a sample standard deviation of 27.32, arithmetic mean of 560.28, and mean deviation of 22.08. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Meta Platforms dividend paid on 26th of September 2024 | 09/26/2024 |
1 | Mega-Cap Tech Stocks to Buy for AI Growth AMZN and META | 10/25/2024 |
2 | Cisco Set to Report Q1 Earnings Buy, Sell or Hold CSCO Stock | 11/11/2024 |
3 | Disposition of 905 shares by Jennifer Newstead of Meta Platforms at 552.3 subject to Rule 16b-3 | 11/19/2024 |
4 | AI patents soar in Silicon Valley, with more on the way | 11/20/2024 |
5 | Biden Administration Pushes For Last-Minute Crackdown On Big TechHeres How Trumps Approach Might Be Different | 11/21/2024 |
6 | Meta Platforms, Inc. to Build AI Data Center in Louisiana, Project to Consume 30 percent of States Power Supply | 11/22/2024 |
About Meta Platforms Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Meta or other stocks. Alpha measures the amount that position in Meta Platforms has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2021 | 2022 | 2023 | 2024 (projected) | Days Sales Outstanding | 43.45 | 42.15 | 43.75 | 58.19 | PTB Ratio | 7.58 | 2.57 | 5.95 | 10.64 |
Meta Platforms Upcoming Company Events
As portrayed in its financial statements, the presentation of Meta Platforms' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Meta Platforms' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Meta Platforms' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Meta Platforms. Please utilize our Beneish M Score to check the likelihood of Meta Platforms' management manipulating its earnings.
| 1st of February 2024 Upcoming Quarterly Report | View | |
| 24th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 1st of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Check out Meta Platforms Backtesting, Meta Platforms Valuation, Meta Platforms Correlation, Meta Platforms Hype Analysis, Meta Platforms Volatility, Meta Platforms History and analyze Meta Platforms Performance. For information on how to trade Meta Stock refer to our How to Trade Meta Stock guide.You can also try the ETF Categories module to list of ETF categories grouped based on various criteria, such as the investment strategy or type of investments.
Meta Platforms technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.